Hans BuŸhlmann

ETH Zurich - Department of Mathmatics

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

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Scholarly Papers (1)

1.

A 'Toy' Model for Operational Risk Quantification Using Credibility Theory

The Journal of Operational Risk 2(1), pp. 3-19, 2007
Number of pages: 18 Posted: 24 Nov 2014
Hans BuŸhlmann, Pavel V. Shevchenko and Mario V. Wuthrich
ETH Zurich - Department of Mathmatics, Macquarie University and RiskLab, ETH Zurich
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Abstract:

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quantitative risk management, operational risk, loss distribution approach, credibility theory, combining different data sources, Basel II Advanced Measurement Approaches